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  1. optim Public

    OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions

    C++ 835 137

  2. mcmc Public

    A C++ library of Markov Chain Monte Carlo (MCMC) methods

    C++ 175 46

  3. gcem Public

    A C++ compile-time math library using generalized constant expressions

    C++ 751 66

  4. stats Public

    A C++ header-only library of statistical distribution functions.

    C++ 538 72

  5. BMR Public

    Bayesian Macroeconometrics in R

    C++ 86 57

  6. TraME-Project/TraME Public

    A toolbox for solving problems of equilibrium computation and identification in discrete choice and matching problems.

    C++ 21 5